As the ticklee I eventually came to regret ever building them, but we made a set of stocks from our existing leather cuffs and a bit of stuff from the hardware store. The bed we have has a base that is as sturdy as hell, and has timbers running horizontally across the end of the base. In order to use the stocks, I had to ensure that the fabric on the foot end of the bed was modified with a bit of velcro so we could pull it back to attatch the stocks.
To put it shortly, we used some timber with a square cross section (for pieces 1 and 2) and some with a circular cross section with a single straight edge, like you see on many bannisters (for pieces 3 and 4). Both pieces of wood had a 2.5 inch cross section.
The two upright sections (1 and 2) were held firmly onto the horizontal timbers at the foot end of the bed with 4 very sturdy wingnuts/bolts, the wingnuts tightened on the inside of the bed, as opposed to the outside (on the stocks)
Section 3 went across sections 1 & 2 level with the end of the mattress. It was screwed (from every concievable angle) and glued, and if viewed from the side would have sat behind the uprights (1&2). 2 sturdy screw in hookeyes were then used to hold each ankle restraint in place on section 3, with a shackle which passed through the screweye being placed on each side of each restraint.
When viewed from the side, section 3 is behind the uprights.
Section 4 was similarly screwed and glued in the correct strategic place for adding toe restraints (if they're likely to be used for more than one ticklee, a series of holes drilled in the uprights and some bolts/wingnuts will be in order).
When viewed from the side, section 4 is in front of the uprights.
I found it worked best to have the restraints padded, and not done up too loosely - in order to make sure the skin on the backs of the ankles isn't scraped off. (ouch)
Forgive the crappy drawings, but I'm no artist.
And I take no responsibility for anyone who destroys their bed trying to make or use these.